Hair sheep of Caribbean origin have become an important part of the U.S. sheep industry. Their lack of wool eliminates a number of health concerns and drastically reduces the cost of production. More importantly, Caribbean hair sheep demonstrate robust production performance even in the presence of drug-resistant gastrointestinal nematodes, a rising concern to the industry. Despite the growing importance of hair sheep in the Americas their genetic origins have remained speculative. Prior to this report no genetic studies were able to identify a unique geographical origin of hair sheep in the New World. Our study clarifies the African and European ancestry of Caribbean hair sheep. Whole-genome structural analysis was conducted on four established breeds of hair sheep from the Caribbean region. Using breeds representing Africa and Europe we establish an objective measure indicating Caribbean hair sheep are derived from Iberian and West African origins. Caribbean hair sheep result from West African introgression into established ecotypes of Iberian descent. Genotypes from 47,750 autosomal single nucleotide polymorphism markers scored in 290 animals were used to characterize the population structure of the St. Croix, Barbados Blackbelly, Morada Nova, and Santa Ines. Principal components, admixture, and phylogenetic analyses results correlate with historical patterns of colonization and trade. These patterns support co-migration of these sheep with humans.